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Related papers: ROMA (Rank-Ordered Multifractal Analysis) for inte…

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Fluctuations in the return time statistics of a dynamical system can be described by a new spectrum of dimensions. Comparison with the usual multifractal analysis of measures is presented, and difference between the two corresponding sets…

Chaotic Dynamics · Physics 2009-11-07 N. Hadyn , J. Luevano , G. Mantica , S. Vaienti

We introduce a new method for detection of long-range cross-correlations and multifractality - multifractal height cross-correlation analysis (MF-HXA) - based on scaling of qth order covariances. MF-HXA is a bivariate generalization of the…

Statistical Finance · Quantitative Finance 2012-05-24 Ladislav Kristoufek

Multifractal analysis has become a powerful signal processing tool that characterizes signals or images via the fluctuations of their pointwise regularity, quantified theoretically by the so-called multifractal spectrum. The practical…

Functional Analysis · Mathematics 2018-11-09 Roberto Leonarduzzi , Patrice Abry , Herwig Wendt , Stéphane Jaffard , Hugo Touchette

Effective sequence modeling fundamentally requires balancing the retention of unbounded history with the high-resolution detection of abrupt short-term variations common in real-world phenomena. However, existing state space models (SSMs)…

Artificial Intelligence · Computer Science 2026-05-12 Mengqi Li , Wensheng Lin , Jinshuai Yang , Lixin Li

Multifractals are inhomogeneous measures (or functions) which are typically described by a full spectrum of real dimensions, as opposed to a single real dimension. Results from the study of fractal strings in the analysis of their geometry,…

Mathematical Physics · Physics 2008-10-07 Michel L. Lapidus , John A. Rock

This paper deals with model order reduction of parametrical dynamical systems. We consider the specific setup where the distribution of the system's trajectories is unknown but the following two sources of information are available:…

Methodology · Statistics 2017-05-10 Patrick Héas , Cédric Herzet

The pseudogap regime of the cuprate high-temperature superconductors is characterized by a variety of competing orders, the nature of which are still widely debated. Recent experiments have provided evidence for electron nematic order, in…

Superconductivity · Physics 2021-04-14 Tianyi Liu , Daniel Jost , Brian Moritz , Edwin W. Huang , Rudi Hackl , Thomas P. Devereaux

A method for segmenting water bodies in optical and synthetic aperture radar (SAR) satellite images is proposed. It makes use of the textural features of the different regions in the image for segmentation. The method consists in a…

Computer Vision and Pattern Recognition · Computer Science 2016-04-12 Victor Manuel San Martin , Alejandra Figliola

A recent method based on the concurrence of complex networks and multifractal analyses is applied for the first time to explore ground-level ozone behavior. Ozone time series are converted into complex networks for their posterior analysis.…

Atmospheric and Oceanic Physics · Physics 2023-11-20 R. Carmona-Cabezas , A. B. Ariza-Villaverde , E. Gutierrez de Rave , F. J. Jimenez-Hornero

This work develops a multivariate extension of the Fixed Rank Kriging (FRK) framework for spatial prediction in settings where multiple spatial processes may provide complementary information. The goal is to preserve the computational…

Methodology · Statistics 2026-03-24 Gaia Caringi , Piercesare Secchi

Though the statistical analysis of ranking data has been a subject of interest over the past centuries, especially in economics, psychology or social choice theory, it has been revitalized in the past 15 years by recent applications such as…

Statistics Theory · Mathematics 2016-01-05 Eric Sibony , Stéphan Clémençon , Jérémie Jakubowicz

This work develops an active learning framework to intelligently enrich data-driven reduced-order models (ROMs) of parametric dynamical systems, which can serve as the foundation of virtual assets in a digital twin. Data-driven ROMs are…

Machine Learning · Statistics 2026-01-05 Shane A. McQuarrie , Mengwu Guo , Anirban Chaudhuri

One-dimensional detrended fluctuation analysis (1D DFA) and multifractal detrended fluctuation analysis (1D MF-DFA) are widely used in the scaling analysis of fractal and multifractal time series because of being accurate and easy to…

General Physics · Physics 2007-05-23 Gao-Feng Gu , Wei-Xing Zhou

Multifractal analysis techniques are applied to patterns in several abstract expressionist artworks, paintined by various artists. The analysis is carried out on two distinct types of structures: the physical patterns formed by a specific…

Popular Physics · Physics 2015-06-26 J. R. Mureika , C. C. Dyer , G. C. Cupchik

The paper introduces a reduced order model (ROM) for numerical integration of a dynamical system which depends on multiple parameters. The ROM is a projection of the dynamical system on a low dimensional space that is both problem-dependent…

Numerical Analysis · Mathematics 2022-06-08 Alexander V. Mamonov , Maxim A. Olshanskii

We develop a powerful yet simple method that generates multifractal fields with fully controlled scaling properties. Adopting the Multifractal Random Walk (MRW) model of Bacry et al. (2001), synthetic multifractal fields are obtained from…

Statistical Mechanics · Physics 2026-02-10 Samy Lakhal , Laurent Ponson , Michael Benzaquen , Jean-Philippe Bouchaud

This paper considers a distributed detection setup where agents in a network want to detect a time-varying signal embedded in temporally correlated noise. The signal of interest is the impulse response of an ARMA (auto-regressive moving…

Signal Processing · Electrical Eng. & Systems 2023-04-17 João Domingos , João Xavier

The refractive index fluctuations in the connective tissue layer (stroma) of human cervical tissues having different grades of precancers (dysplasia) was quantified using a wavelet-based multifractal detrended fluctuation analysis model.…

This paper explores how to identify a reduced order model (ROM) from a physical system. A ROM captures an invariant subset of the observed dynamics. We find that there are four ways a physical system can be related to a mathematical model:…

Dynamical Systems · Mathematics 2023-07-05 Robert Szalai

Real time model based control of high dimensional nonlinear systems presents severe computational challenges. Conventional reduced order model control relies heavily on expert tuning or parameter adaptation and seldom offers mechanisms for…

Systems and Control · Electrical Eng. & Systems 2026-03-26 Jiachen Li , Shihao Li , Dongmei Chen